Economics 310

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Economics 310. Lecture 17 Seemingly Unrelated Regressions. Seemingly Unrelated Regression Models. Have several regressions using different data sets that span the same period of time. - PowerPoint PPT Presentation

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Economics 310

Lecture 17Seemingly Unrelated

Regressions

Seemingly Unrelated Regression Models Have several regressions using

different data sets that span the same period of time.

Believe that their can be external forces that simultaneously affect the errors contemporaneously for each model.

Seemingly Unrelated Regressions

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